Three countries say those responsible for Khashoggi's disappearance and suspected death must be 'held to account.'

The United Kingdom, France and Germany have called on Saudi and Turkish authorities "to provide a complete and detailed response" to the disappearance of prominent Saudi journalist and critic Jamal Khashoggi, foreign ministers from the three countries said in a joint statement.

"Defending freedom of expression and a free press and ensuring the protection of journalists are key priorities for Germany, the United Kingdom and France," the statement read.

"In this spirit, light must be shed on the disappearance of Saudi journalist Jamal Khashoggi, whose family has lost contact with him since October 2."

Once an adviser to members of the royal family, Khashoggi fell out of favour for his criticism of Crown Prince Mohammed bin Salman's reform programme.

The joint statement - which came a day after the EU Foreign Affairs Council meeting in Luxembourg - stressed the need for a "credible investigation" to take place.

"There needs to be a credible investigation to establish the truth about what happened - and if relevant - to identify those bearing responsibility for the disappearance of Jamal Khashoggi, and ensure they are held to account," said Foreign Secretary Jeremy Hunt, French Foreign Minister Jean-Yves Le Drian, and German Foreign Minister Heiko Maas.

"We encourage joint Saudi-Turkish efforts in that regard, and expect the Saudi government to provide a complete and detailed response. We have conveyed this message directly to the Saudi authorities."

Turkish authorities believe Khashoggi was killed inside the mission by a Saudi state hit-squad, charges that Saudi authorities have consistently denied.

They say Khashoggi disappeared after exiting its premises.

Riyadh also warned on Sunday it would retaliate against any sanctions imposed on it over the disappearance of the journalist, in an apparent reaction to US President Donald Trump's threat to punish the oil-rich kingdom.

"The kingdom affirms its total rejection of any threats or attempts to undermine it whether through threats to impose economic sanctions or the use of political pressure," an official source said, quoted by state news agency SPA, adding that the country will "respond to any action with a bigger one."

Speaking on Saturday in London, Turkish Foreign Minister Mevlut Cavusoglu said "Saudi Arabia should be cooperating" by giving Turkish prosecutors and experts access to the consulate, regretting that the cooperation had so far fallen short of what Turkey expected.